+2,254.7%
ALB vs SPY
+2,687.7%
-433.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +9.1% | -2.7% | +11.8% | +12.0% |
| 30D | -3.4% | -5.4% | +2.0% | +2.4% |
| 3M | -20.6% | -4.1% | -16.5% | -17.1% |
| 6M | -48.2% | +0.7% | -48.9% | -48.6% |
| YTD | -29.2% | +8.7% | -37.9% | -35.4% |
| 1Y | +10.0% | +10.9% | -0.9% | -1.6% |
| 3Y | -12.9% | +75.0% | -87.9% | -50.5% |
| 5Y | -61.3% | +67.8% | -129.1% | -76.3% |
| 10Y | +35.8% | +312.9% | -277.0% | -65.1% |
| All | +2,254.7% | +2,687.7% | -433.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling